To copy or download music to a USB: E: D: F: (BONESOUNDZ) drive on a Mac, open Finder to the files or folders you want to move. Drag the item to the USB drive (BONESOUNDZ) listed on the sidebar to initiate the transfer.
Also, please kindly visit this website How to Copy Files to a USB Drive on a Mac
https://www.howtogeek.com/720039/how-to-copy-files-to-a-usb-flash-drive-on-a-mac/